NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.778 |
3.793 |
0.015 |
0.4% |
3.627 |
| High |
3.820 |
3.919 |
0.099 |
2.6% |
3.815 |
| Low |
3.736 |
3.778 |
0.042 |
1.1% |
3.609 |
| Close |
3.783 |
3.900 |
0.117 |
3.1% |
3.682 |
| Range |
0.084 |
0.141 |
0.057 |
67.9% |
0.206 |
| ATR |
0.111 |
0.114 |
0.002 |
1.9% |
0.000 |
| Volume |
90,771 |
111,679 |
20,908 |
23.0% |
333,990 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.289 |
4.235 |
3.978 |
|
| R3 |
4.148 |
4.094 |
3.939 |
|
| R2 |
4.007 |
4.007 |
3.926 |
|
| R1 |
3.953 |
3.953 |
3.913 |
3.980 |
| PP |
3.866 |
3.866 |
3.866 |
3.879 |
| S1 |
3.812 |
3.812 |
3.887 |
3.839 |
| S2 |
3.725 |
3.725 |
3.874 |
|
| S3 |
3.584 |
3.671 |
3.861 |
|
| S4 |
3.443 |
3.530 |
3.822 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.320 |
4.207 |
3.795 |
|
| R3 |
4.114 |
4.001 |
3.739 |
|
| R2 |
3.908 |
3.908 |
3.720 |
|
| R1 |
3.795 |
3.795 |
3.701 |
3.852 |
| PP |
3.702 |
3.702 |
3.702 |
3.730 |
| S1 |
3.589 |
3.589 |
3.663 |
3.646 |
| S2 |
3.496 |
3.496 |
3.644 |
|
| S3 |
3.290 |
3.383 |
3.625 |
|
| S4 |
3.084 |
3.177 |
3.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.919 |
3.622 |
0.297 |
7.6% |
0.113 |
2.9% |
94% |
True |
False |
72,230 |
| 10 |
3.919 |
3.544 |
0.375 |
9.6% |
0.120 |
3.1% |
95% |
True |
False |
73,044 |
| 20 |
3.919 |
3.210 |
0.709 |
18.2% |
0.110 |
2.8% |
97% |
True |
False |
57,382 |
| 40 |
3.919 |
3.055 |
0.864 |
22.2% |
0.109 |
2.8% |
98% |
True |
False |
44,367 |
| 60 |
3.919 |
3.055 |
0.864 |
22.2% |
0.107 |
2.8% |
98% |
True |
False |
37,322 |
| 80 |
3.919 |
3.055 |
0.864 |
22.2% |
0.109 |
2.8% |
98% |
True |
False |
31,776 |
| 100 |
3.919 |
2.962 |
0.957 |
24.5% |
0.107 |
2.7% |
98% |
True |
False |
27,963 |
| 120 |
3.919 |
2.955 |
0.964 |
24.7% |
0.104 |
2.7% |
98% |
True |
False |
25,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.518 |
|
2.618 |
4.288 |
|
1.618 |
4.147 |
|
1.000 |
4.060 |
|
0.618 |
4.006 |
|
HIGH |
3.919 |
|
0.618 |
3.865 |
|
0.500 |
3.849 |
|
0.382 |
3.832 |
|
LOW |
3.778 |
|
0.618 |
3.691 |
|
1.000 |
3.637 |
|
1.618 |
3.550 |
|
2.618 |
3.409 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.883 |
3.862 |
| PP |
3.866 |
3.823 |
| S1 |
3.849 |
3.785 |
|